M-estimators of U-processes with a change-point due to a covariate threshold
Economic theory often predicts a “tipping point” effect due to multiple equilibria. Linear threshold regressions estimate the “tipping point” by assuming at the same time that the response variable is linear in an index of covariates. However, economic theory rarely imposes a specific functional form,...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2019
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1997 https://ink.library.smu.edu.sg/context/soe_research/article/2996/viewcontent/main_MU.pdf |
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| Institution: | Singapore Management University |
| Language: | English |